尝试设置主键：

class FeatureAttribute < ActiveRecord::Base
  set_table_name 'feature_attribute'
  set_primary_key 'feature_id'

  belongs_to :feature
end

UPDATE

我认为你的问题在别处。我只是测试和ActiveRecords工作正常与没有主键的表：

I think your problem lies anywhere else. I just tested and ActiveRecords works fine with tables without a primary key:

对于一个简单的表：

class CreateThings < ActiveRecord::Migration
  def change
    create_table :things, :id => false do |t|
      t.string :name

      t.timestamps
    end
  end
end

在控制台：

Loading development environment (Rails 3.1.1)
irb(main):001:0> Thing.create(:name=>'A name for the thing')
   (0.1ms)  BEGIN
  SQL (0.3ms)  INSERT INTO `things` (`created_at`, `name`, `updated_at`) VALUES ('2011-11-02 16:33:48', 'A name for the thing', '2011-11-02 16:33:48')
   (40.3ms)  COMMIT
=> #<Thing name: "A name for the thing", created_at: "2011-11-02 16:33:48", updated_at: "2011-11-02 16:33:48">
irb(main):002:0> Thing.first
  Thing Load (0.7ms)  SELECT `things`.* FROM `things` LIMIT 1
=> #<Thing name: "A name for the thing", created_at: "2011-11-02 16:33:48", updated_at: "2011-11-02 16:33:48">
irb(main):003:0> 

UPDATE 2
不太好：

UPDATE 2 Not very fine:

irb(main):003:0> Thing.create(:name=>'Another thing')
   (0.2ms)  BEGIN
  SQL (0.4ms)  INSERT INTO `things` (`created_at`, `name`, `updated_at`) VALUES ('2011-11-02 16:40:59', 'Another thing', '2011-11-02 16:40:59')
   (35.4ms)  COMMIT
=> #<Thing name: "Another thing", created_at: "2011-11-02 16:40:59", updated_at: "2011-11-02 16:40:59">
irb(main):004:0> Thing.first
  Thing Load (0.5ms)  SELECT `things`.* FROM `things` LIMIT 1
=> #<Thing name: "A name for the thing", created_at: "2011-11-02 16:33:48", updated_at: "2011-11-02 16:33:48">
irb(main):005:0> Thing.last
  Thing Load (11.8ms)  SELECT `things`.* FROM `things` ORDER BY `things`.`` DESC LIMIT 1
Mysql2::Error: Unknown column 'things.' in 'order clause': SELECT  `things`.* FROM `things`  ORDER BY `things`.`` DESC LIMIT 1
ActiveRecord::StatementInvalid: Mysql2::Error: Unknown column 'things.' in 'order clause': SELECT  `things`.* FROM `things`  ORDER BY `things`.`` DESC LIMIT 1